+41.1%
TSLA vs IBB
+22.5%
+18.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.0% |
| 7D | +1.5% | +1.4% | +0.1% | +0.1% |
| 30D | +10.1% | +10.5% | -0.4% | -0.9% |
| 3M | -15.4% | +23.6% | -39.0% | -32.8% |
| 6M | -12.8% | +22.6% | -35.4% | -30.5% |
| YTD | -21.3% | +25.7% | -46.9% | -39.4% |
| 1Y | +4.6% | +51.4% | -46.8% | -35.0% |
| 3Y | +44.5% | +64.4% | -19.9% | -19.5% |
| All | +41.1% | +22.5% | +18.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling